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Probabilistic Neural Networks in Bankruptcy Prediction

Author

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  • Yang, Z. R.
  • Platt, Marjorie B.
  • Platt, Harlan D.

Abstract

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  • Yang, Z. R. & Platt, Marjorie B. & Platt, Harlan D., 1999. "Probabilistic Neural Networks in Bankruptcy Prediction," Journal of Business Research, Elsevier, vol. 44(2), pages 67-74, February.
  • Handle: RePEc:eee:jbrese:v:44:y:1999:i:2:p:67-74
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    References listed on IDEAS

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    1. Quinn McNemar, 1947. "Note on the sampling error of the difference between correlated proportions or percentages," Psychometrika, Springer;The Psychometric Society, vol. 12(2), pages 153-157, June.
    2. Coleen C. Pantalone & Marjorie B. Platt, 1987. "Predicting commercial bank failure since deregulation," New England Economic Review, Federal Reserve Bank of Boston, issue Jul, pages 37-47.
    3. Edward I. Altman, 1968. "Financial Ratios, Discriminant Analysis And The Prediction Of Corporate Bankruptcy," Journal of Finance, American Finance Association, vol. 23(4), pages 589-609, September.
    4. Kuan, Chung-Ming & Liu, Tung, 1995. "Forecasting Exchange Rates Using Feedforward and Recurrent Neural Networks," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 10(4), pages 347-364, Oct.-Dec..
    5. Pamela K. Coats & L. Franklin Fant, 1993. "Recognizing Financial Distress Patterns Using a Neural Network Tool," Financial Management, Financial Management Association, vol. 22(3), Fall.
    6. repec:bla:joares:v:22:y:1984:i::p:59-82 is not listed on IDEAS
    7. Iebeling Kaastra & Milton S. Boyd, 1995. "Forecasting futures trading volume using neural networks," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 15(8), pages 953-970, December.
    8. Elaine M. Worzala & Margarita Lenk & Ana Silva, 1995. "An Exploration of Neural Networks and Its Application to Real Estate Valuation," Journal of Real Estate Research, American Real Estate Society, vol. 10(2), pages 185-202.
    9. James R. Barth & R. Dan Brumbaugh & Daniel Sauerhaft & George Wang, 1985. "Thrift institution failures: causes and policy issues," Proceedings 68, Federal Reserve Bank of Chicago.
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    Cited by:

    1. Premachandra, I.M. & Bhabra, Gurmeet Singh & Sueyoshi, Toshiyuki, 2009. "DEA as a tool for bankruptcy assessment: A comparative study with logistic regression technique," European Journal of Operational Research, Elsevier, vol. 193(2), pages 412-424, March.
    2. Kim, Soo Y. & Upneja, Arun, 2014. "Predicting restaurant financial distress using decision tree and AdaBoosted decision tree models," Economic Modelling, Elsevier, vol. 36(C), pages 354-362.
    3. du Jardin, Philippe & Séverin, Eric, 2012. "Forecasting financial failure using a Kohonen map: A comparative study to improve model stability over time," European Journal of Operational Research, Elsevier, vol. 221(2), pages 378-396.
    4. du Jardin, Philippe, 2012. "The influence of variable selection methods on the accuracy of bankruptcy prediction models," MPRA Paper 44383, University Library of Munich, Germany.
    5. Haider A. Khan, 2002. "Can Banks Learn to Be Rational?," CIRJE F-Series CIRJE-F-151, CIRJE, Faculty of Economics, University of Tokyo.
    6. Balcaen S. & Ooghe H., 2004. "Alternative methodologies in studies on business failure: do they produce better results than the classic statistical methods?," Vlerick Leuven Gent Management School Working Paper Series 2004-16, Vlerick Leuven Gent Management School.
    7. Sueyoshi, Toshiyuki & Goto, Mika, 2009. "Can R&D expenditure avoid corporate bankruptcy? Comparison between Japanese machinery and electric equipment industries using DEA-discriminant analysis," European Journal of Operational Research, Elsevier, vol. 196(1), pages 289-311, July.
    8. Greta Falavigna, 2006. "Models for Default Risk Analysis: Focus on Artificial Neural Networks, Model Comparisons, Hybrid Frameworks," CERIS Working Paper 200610, Institute for Economic Research on Firms and Growth - Moncalieri (TO) ITALY -NOW- Research Institute on Sustainable Economic Growth - Moncalieri (TO) ITALY.
    9. Maurice Peat, 2001. "Bankruptcy Probability: A Theoretical and Empirical Examination," PhD Thesis, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 20.
    10. Haider Ali Khan, 2003. "General Conclusions: From Crisis to A Global Political Economy of Freedom," CIRJE F-Series CIRJE-F-192, CIRJE, Faculty of Economics, University of Tokyo.
    11. Ravi Kumar, P. & Ravi, V., 2007. "Bankruptcy prediction in banks and firms via statistical and intelligent techniques - A review," European Journal of Operational Research, Elsevier, vol. 180(1), pages 1-28, July.
    12. Sami Ben Jabeur & Youssef Fahmi, 2014. "Les modèles de prévision de la défaillance des entreprises françaises : une approche comparative," Working Papers 2014-317, Department of Research, Ipag Business School.
    13. repec:bec:imsber:v:9:y:2017:i:4:p:259-286 is not listed on IDEAS
    14. Van Laere, Elisabeth & Baesens, Bart, 2010. "The development of a simple and intuitive rating system under Solvency II," Insurance: Mathematics and Economics, Elsevier, vol. 46(3), pages 500-510, June.
    15. Spiliopoulos, Leonidas, 2009. "Neural networks as a learning paradigm for general normal form games," MPRA Paper 16765, University Library of Munich, Germany.
    16. Sanjeev Mittal & Pankaj Gupta & K. Jain, 2011. "Neural network credit scoring model for micro enterprise financing in India," Qualitative Research in Financial Markets, Emerald Group Publishing, vol. 3(3), pages 224-242, October.
    17. du Jardin, Philippe, 2010. "Predicting bankruptcy using neural networks and other classification methods: the influence of variable selection techniques on model accuracy," MPRA Paper 44375, University Library of Munich, Germany.
    18. Akkoç, Soner, 2012. "An empirical comparison of conventional techniques, neural networks and the three stage hybrid Adaptive Neuro Fuzzy Inference System (ANFIS) model for credit scoring analysis: The case of Turkish cred," European Journal of Operational Research, Elsevier, vol. 222(1), pages 168-178.
    19. Mostafa, Mohamed M. & Nataraajan, Rajan, 2009. "A neuro-computational intelligence analysis of the ecological footprint of nations," Computational Statistics & Data Analysis, Elsevier, vol. 53(9), pages 3516-3531, July.
    20. Hui Li & Jie Sun, 2010. "Forecasting business failure in China using case-based reasoning with hybrid case respresentation," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 29(5), pages 486-501.
    21. Allen, Linda & DeLong, Gayle & Saunders, Anthony, 2004. "Issues in the credit risk modeling of retail markets," Journal of Banking & Finance, Elsevier, vol. 28(4), pages 727-752, April.
    22. Leung, Mark T. & Daouk, Hazem & Chen, An-Sing, 2000. "Forecasting stock indices: a comparison of classification and level estimation models," International Journal of Forecasting, Elsevier, vol. 16(2), pages 173-190.

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